CME Australian Dollar Future September 2017


Trading Metrics calculated at close of trading on 12-Jun-2017
Day Change Summary
Previous Current
09-Jun-2017 12-Jun-2017 Change Change % Previous Week
Open 0.7525 0.7523 -0.0002 0.0% 0.7423
High 0.7533 0.7537 0.0004 0.1% 0.7557
Low 0.7509 0.7512 0.0003 0.0% 0.7413
Close 0.7518 0.7529 0.0011 0.1% 0.7518
Range 0.0024 0.0025 0.0001 4.2% 0.0144
ATR 0.0055 0.0053 -0.0002 -3.9% 0.0000
Volume 4,342 10,989 6,647 153.1% 19,424
Daily Pivots for day following 12-Jun-2017
Classic Woodie Camarilla DeMark
R4 0.7601 0.7590 0.7543
R3 0.7576 0.7565 0.7536
R2 0.7551 0.7551 0.7534
R1 0.7540 0.7540 0.7531 0.7546
PP 0.7526 0.7526 0.7526 0.7529
S1 0.7515 0.7515 0.7527 0.7521
S2 0.7501 0.7501 0.7524
S3 0.7476 0.7490 0.7522
S4 0.7451 0.7465 0.7515
Weekly Pivots for week ending 09-Jun-2017
Classic Woodie Camarilla DeMark
R4 0.7928 0.7867 0.7597
R3 0.7784 0.7723 0.7558
R2 0.7640 0.7640 0.7544
R1 0.7579 0.7579 0.7531 0.7610
PP 0.7496 0.7496 0.7496 0.7511
S1 0.7435 0.7435 0.7505 0.7466
S2 0.7352 0.7352 0.7492
S3 0.7208 0.7291 0.7478
S4 0.7064 0.7147 0.7439
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7557 0.7447 0.0110 1.5% 0.0042 0.6% 75% False False 5,694
10 0.7557 0.7362 0.0195 2.6% 0.0054 0.7% 86% False False 3,435
20 0.7557 0.7362 0.0195 2.6% 0.0054 0.7% 86% False False 2,025
40 0.7589 0.7315 0.0274 3.6% 0.0055 0.7% 78% False False 1,178
60 0.7725 0.7315 0.0410 5.4% 0.0052 0.7% 52% False False 818
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0014
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7643
2.618 0.7602
1.618 0.7577
1.000 0.7562
0.618 0.7552
HIGH 0.7537
0.618 0.7527
0.500 0.7525
0.382 0.7522
LOW 0.7512
0.618 0.7497
1.000 0.7487
1.618 0.7472
2.618 0.7447
4.250 0.7406
Fisher Pivots for day following 12-Jun-2017
Pivot 1 day 3 day
R1 0.7528 0.7528
PP 0.7526 0.7527
S1 0.7525 0.7527

These figures are updated between 7pm and 10pm EST after a trading day.

View Archives - Comment on this page... - Back to Index of Symbols